mle.cv(wle)
mle.cv()所属R语言包:wle
Cross Validation Selection Method
交叉验证选择方法
译者:生物统计家园网 机器人LoveR
描述----------Description----------
The Cross Validation selection method is evaluated for each submodel.
为每个子模型的交叉验证选择评估方法。
用法----------Usage----------
mle.cv(formula, data=list(), model=TRUE, x=FALSE,
y=FALSE, monte.carlo=500, split,
contrasts=NULL, verbose=FALSE)
参数----------Arguments----------
参数:formula
a symbolic description of the model to be fit. The details of model specification are given below.
一个象征性的模型来描述是合适的。模型规范的细节在下面给出。
参数:data
an optional data frame containing the variables in the model. By default the variables are taken from the environment which mle.cv is called from.
一个可选的数据框包含在模型中的变量。默认情况下,变量是从mle.cv被称为从环境。
参数:model, x, y
logicals. If TRUE the corresponding components of the fit (the model frame, the model matrix, the response.)
的逻辑。如果TRUE拟合的相应部件(模型框架,模型矩阵,响应。)
参数:monte.carlo
the number of Monte Carlo replication we use to estimate the average prediction error.
我们估计的平均预测误差的蒙特卡罗复制。
参数:split
the size of the costruction sample. When the suggested value is outside the possible range, the split size is let equal to max(round(size^{(3/4)}),nvar+2).
施工,样品的大小。建议值的可能范围外时,分割大小是,让等于max(round(size^{(3/4)}),nvar+2)。
参数:contrasts
an optional list. See the contrasts.arg of model.matrix.default.
可选列表。请参阅contrasts.argmodel.matrix.default。
参数:verbose
if TRUE warnings are printed.
如果TRUE警告被打印出来。
Details
详细信息----------Details----------
Models for mle.cv are specified symbolically. A typical model has the form response ~ terms where response is the (numeric) response vector and terms is a series of terms which specifies a linear predictor for response. A terms specification of the form first+second indicates all the terms in first together with all the terms in second with duplicates removed. A specification of the form first:second indicates the the set of terms obtained by taking the interactions of all terms in first with all terms in second. The specification first*second indicates the cross of first and second. This is the same as first+second+first:second.
模型mle.cv的符号。典型的模型形式response ~ terms其中response是响应向量(数字)和terms是一系列的条款,指定一个线性预测response。一个术语规范的形式first+second表示first一起在second重复删除的所有条款中的所有条款。一个规范的形式first:second的表示的术语集firstsecond的所有条款的相互作用的所有条款。规格first*second表明first和second交叉的。这是相同first+second+first:second。
值----------Value----------
mle.cv returns an object of class "mle.cv".
mle.cv返回一个对象的class"mle.cv"的。
The function summary is used to obtain and print a summary of the results.
函数summary用于获取和打印结果的摘要。
The object returned by mle.cv are:
对象返回mle.cv是:
<table summary="R valueblock"> <tr valign="top"><td>cv</td> <td> the estimated prediction error for each submodels</td></tr> <tr valign="top"><td>call</td> <td> the match.call().</td></tr> <tr valign="top"><td>contrasts</td> <td> </td></tr> <tr valign="top"><td>xlevels</td> <td> </td></tr> <tr valign="top"><td>terms</td> <td> the model frame.</td></tr> <tr valign="top"><td>model</td> <td> if model=TRUE a matrix with first column the dependent variable and the remain column the explanatory variables for the full model.</td></tr> <tr valign="top"><td>x</td> <td> if x=TRUE a matrix with the explanatory variables for the full model.</td></tr> <tr valign="top"><td>y</td> <td> if y=TRUE a vector with the dependent variable.</td></tr> <tr valign="top"><td>info</td> <td> not well working yet, if 0 no error occurred.</td></tr> </table>
<table summary="R valueblock"> <tr valign="top"> <TD> cv</ TD> <TD>估计各子模型的预测误差</ TD> </ TR> <TR VALIGN =“”> <TD>call </ TD> <TD> match.call()。</ TD> </ TR> <tr valign="top"> <TD>contrasts </ TD> <TD> </ TD> </ TR> <tr valign="top"> <TD>xlevels </ TD> <TD> </ TD> </ TR> <TR VALIGN =“顶”> <TD>terms </ TD> <TD>的模型框架。</ TD> </ TR> <tr valign="top"> <TD>model</ TD> <TD> model=TRUE第一列因变量和列矩阵的完整模型的解释变量。</ TD> </ TR> <tr valign="top"> <TD> x </ TD> <TD>x=TRUE的是整个模型的解释变量矩阵。</ TD> </ TR> <tr valign="top"> <TD>y </ TD> <TD>如果y=TRUE与因变量的向量。</ TD> </ TR> <tr valign="top"> <TD>info</ TD > <TD>不能很好地工作,但如果没有错误发生。</ TD> </ TR> </ TABLE>
(作者)----------Author(s)----------
Claudio Agostinelli
参考文献----------References----------
Shao, J., (1993) Linear model selection by Cross-Validation. Journal American Statistical Association, 88, 486-494.
实例----------Examples----------
library(wle)
data(hald)
cor(hald)
result <- mle.cv(y.hald~x.hald)
summary(result)
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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